+567.1%
GKOS vs SPY
+312.9%
+254.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.6% |
| 7D | -5.6% | -2.7% | -2.8% | -2.0% |
| 30D | +30.3% | -5.4% | +35.7% | +39.7% |
| 3M | +31.2% | -4.1% | +35.3% | +38.3% |
| 6M | +65.9% | +0.7% | +65.2% | +63.6% |
| YTD | +98.8% | +8.7% | +90.1% | +79.1% |
| 1Y | +174.4% | +10.9% | +163.5% | +141.5% |
| 3Y | +250.6% | +75.0% | +175.6% | +81.0% |
| 5Y | +293.8% | +67.8% | +226.0% | +114.9% |
| All | +567.1% | +312.9% | +254.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling